Ronaldo recently revealed that he is unhappy at Madrid for professional reasons, and much has since been made about the reason behind his dissatisfaction.
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"When you talk about Ronaldo, no matter where he goes, he wins things and at the end of the season scores 50 goals," Wenger wrote in his Eurosport column.
"Cristiano is a super player and these type of players often have great aspirations and strong egos, because they are not satisfied with being just average.
"They want to be the best in the world and there is a price to pay for that. They have a certain aura which surrounds them and at times this distracts from the rest of the team.
"All the great players love being in the spotlight, and when the spotlight is on just one player, the other players can't be happy. The media chooses who to focus on and the others suffer."
The 27-year-old has so far netted six goals in eight appearances for Madrid this term.